+150.5%
MP vs EWJ
+65.9%
+84.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.7% |
| 7D | +11.0% | +3.6% | +7.4% | +7.2% |
| 30D | -11.7% | -6.0% | -5.7% | -6.0% |
| 3M | -30.8% | -6.5% | -24.3% | -25.8% |
| 6M | -42.9% | -0.1% | -42.8% | -42.0% |
| YTD | -25.9% | +13.9% | -39.8% | -32.0% |
| 1Y | -37.3% | +13.1% | -50.4% | -42.2% |
| All | +150.5% | +65.9% | +84.6% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded EWJ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling